OpenChainGraph Suite · ART-446 · Bank Credit Risk & Reg Reporting

Counterparty Internal Limit Check

Compares each counterparty's caller-supplied current exposure against its board- or risk-committee-approved internal limit line (settlement, pre-settlement/PFE, or aggregate limit type), computes utilization percent and headroom, and flags each counterparty within its limit, above a caller-set warning threshold, or in breach. Deterministic point-in-time check from caller-supplied figures — not a real-time exposure monitor, and distinct from the Basel III / Regulation YY regulatory large-exposures limit (see ART-425).

Internal limit governanceSettlement / Pre-settlement / AggregateDeterministic, point-in-time
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Counterparty Limit Lines
Counterparty ID
Limit type
Approved limit ($M)
Current exposure ($M)
Warn @ %
Counterparty Detail
Breach List
Warning List
Execution Hash (SHA-256)
EUC register entry (JSON)